The statistics package

This library provides a number of common functions and types useful
in statistics. Our focus is on high performance, numerical
robustness, and use of good algorithms. Where possible, we provide
references to the statistical literature.

The library's facilities can be divided into three broad categories:

Working with widely used discrete and continuous probability
distributions. (There are dozens of exotic distributions in use; we
focus on the most common.)

Downloads

Maintainer's Corner

Readme for statistics

Readme for statistics-0.4.0

Statistics: efficient, general purpose statistics
-------------------------------------------------
This package provides the Statistics module, a Haskell library for
working with statistical data in a space- and time-efficient way.
Where possible, we give citations and computational complexity
estimates for the algorithms used.
Performance
-----------
This library has been carefully optimised for high performance. To
obtain the best runtime efficiency, it is imperative to compile
libraries and applications that use this library using a high level of
optimisation.
Suggested GHC options:
-O -fvia-C -funbox-strict-fields
To illustrate, here are the times (in seconds) to generate and sum 250
million random Word32 values, on a laptop with a 2.4GHz Core2 Duo
P8600 processor, running Fedora 11 and GHC 6.10.3:
no flags 200+
-O 1.249
-O -fvia-C 0.991
As the numbers above suggest, compiling without optimisation will
yield unacceptable performance.
Get involved!
-------------
Please feel welcome to contribute new code or bug fixes. You can
fetch the source repository from here:
darcs get http://darcs.serpentine.com/statistics
Authors
-------
Bryan O'Sullivan <bos@serpentine.com>